STEAK WAS A HITMAN AND THESE ARE OTHER COWORKERS! LOOK AT THE CAST MEMO FOR STEAK:
Steak

You need to, eh… rough someone up a little? Steak’s your guy. Ha ha ha, just kidding, Steak left that kinda death behind a long time ago. Now he’s working alongside his partner Good Heavens as a greeter at the WWHQ. Still, just cause he’s a greeter doesn’t mean he’s gotta be a nice guy. And he isn’t.
Clever idea Mr or Mrs Wiedle…

wait why are they scared they’re already dead
what’s the worst that could happen if they get shot.. that they wake up in a strange purgatory identical in nearly every way to their former life except they all get involuntary emotional baggage without even trying?

As I said above, “They said somewhere that people who’s bones become weak leave for the valley where Helvetica appeared, and become dust. So they do die… Or at the very least they decay into oblivion.”